摘要
本文综合19项相关经济指标对人民币履行国际货币价值储备职能、交易媒介职能和价值尺度职能的程度进行描述,通过Matlab主成分分析方法对2001年-2010年季度数据进行分析,建立测度人民币国际化的综合指标,对人民币国际化测度问题进行研究。相比已有的相关研究,本文在指标权重的处理上更加精确客观,该指标在我国数据可得性相对较差的情况下很好地刻画了人民币近年国际化程度的变化趋势。稳定人民币汇率、推动金融市场发展和进一步开展跨境贸易人民币结算业务是促进人民币国际化的有效措施。
The article selects 19 series of economic indicators to describe the characters of RMB's three roles as the international currency,which are the store of value,medium of exchange and unit of account.By using PCA(Principle Component Analysis)designed by Matlab to analyze quarterly data in 2001-2010,we construct a comprehensive index for the measurement of the internationalization level of RMB.This index finely curves the trend of the internationalization of RMB though the availability of data is not good.Based on these analyses,we think the stability of the exchange rate of RMB,the development of the financial market and the arrangement of RMB cross-border trade settlement are important factors for the promotion of RMB internationalization.
出处
《上海金融》
CSSCI
北大核心
2013年第2期32-37,117,共6页
Shanghai Finance
关键词
人民币国际化
国际化指数
主成分分析
Internationalization of RMB
The Internationalization Index
Principle Component Analysis(PCA)
